KXI vs. USMV
Compare and contrast key facts about iShares Global Consumer Staples ETF (KXI) and iShares Edge MSCI Min Vol USA ETF (USMV).
KXI and USMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KXI is a passively managed fund by iShares that tracks the performance of the S&P Global Consumer Staples Index. It was launched on Sep 21, 2006. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011. Both KXI and USMV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KXI or USMV.
Performance
KXI vs. USMV - Performance Comparison
Returns By Period
In the year-to-date period, KXI achieves a 6.50% return, which is significantly lower than USMV's 20.62% return. Over the past 10 years, KXI has underperformed USMV with an annualized return of 5.61%, while USMV has yielded a comparatively higher 10.83% annualized return.
KXI
6.50%
-2.66%
2.67%
10.20%
5.35%
5.61%
USMV
20.62%
0.94%
13.07%
24.93%
9.64%
10.83%
Key characteristics
| KXI | USMV | |
|---|---|---|
| Sharpe Ratio | 1.12 | 3.02 |
| Sortino Ratio | 1.63 | 4.24 |
| Omega Ratio | 1.19 | 1.56 |
| Calmar Ratio | 1.25 | 5.89 |
| Martin Ratio | 5.02 | 19.59 |
| Ulcer Index | 2.19% | 1.32% |
| Daily Std Dev | 9.80% | 8.55% |
| Max Drawdown | -42.27% | -33.10% |
| Current Drawdown | -5.59% | -0.55% |
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KXI vs. USMV - Expense Ratio Comparison
KXI has a 0.46% expense ratio, which is higher than USMV's 0.15% expense ratio.
Correlation
The correlation between KXI and USMV is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
KXI vs. USMV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and iShares Edge MSCI Min Vol USA ETF (USMV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
KXI vs. USMV - Dividend Comparison
KXI's dividend yield for the trailing twelve months is around 2.91%, more than USMV's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KXI iShares Global Consumer Staples ETF | 2.91% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% | 2.03% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Drawdowns
KXI vs. USMV - Drawdown Comparison
The maximum KXI drawdown since its inception was -42.27%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for KXI and USMV. For additional features, visit the drawdowns tool.
Volatility
KXI vs. USMV - Volatility Comparison
iShares Global Consumer Staples ETF (KXI) and iShares Edge MSCI Min Vol USA ETF (USMV) have volatilities of 3.28% and 3.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.